Anic Equity¶

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Total return since start: 0.624 %¶

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Equity now: -----------------------------> 49605.27 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45544.06 Kr¶

PnL: ---------------------------------------> 488.06 Kr¶

DD now: ---------------------------------> -6.617 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 14:01:09.186273'

Anic Portfolio¶

Today¶

Return: 1.498 %¶

This Week¶

Return: 0.613 %¶

Total portfolio value¶

Return including deposits: 62.395 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.740000 1673.100000 204.100000 13.890000 1468.999998
Sedana Medical 93 4.780000 2691.420000 170.420000 6.760000 2521.000011
Orrön Energy 180 5.380000 2167.200000 124.200000 6.080000 2043.000000
Atrium Ljungberg B 5 4.990000 1000.000000 65.000000 6.950000 935.000000
Platzer Fastigheter Holding B 12 5.450000 1022.400000 61.400000 6.390000 960.999996
JM 6 3.830000 911.400000 47.400000 5.490000 864.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Catena 2 4.180000 836.800000 44.800000 5.660000 792.000000
Sagax B 4 3.650000 898.400000 44.400000 5.200000 854.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 3.500000 1002.000000 35.000000 3.620000 966.999996
BioGaia B 8 1.370000 947.200000 17.200000 1.850000 930.000000
Bilia A 8 1.870000 916.800000 16.800000 1.870000 900.000000
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
Biotage 7 0.370000 946.400000 5.400000 0.570000 940.999997
HEXPOL B 9 -0.260000 1025.100000 4.100000 0.400000 1020.999996
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
OX2 13 1.310000 952.900000 2.900000 0.310000 949.999999
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
EQT 4 0.580000 832.800000 0.800000 0.100000 832.000000
Byggmax Group 33 0.070000 953.700000 -2.300000 -0.240000 956.000001
ASSA ABLOY B 3 -0.580000 771.300000 -7.700000 -0.990000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Nordic Waterproofing Holding 7 1.040000 953.400000 -13.600000 -1.410000 966.999999
SKF B 5 -1.480000 918.250000 -21.750000 -2.310000 940.000000
VEF 909 0.500000 1827.090000 -22.910000 -1.240000 1850.000436
Indutrade 5 2.020000 1184.500000 -33.500000 -2.750000 1218.000000
Hexagon B 26 1.000000 3424.200000 -36.800000 -1.060000 3461.000010
Vitec Software Group B 2 0.770000 1050.000000 -37.000000 -3.400000 1087.000000
Latour B 4 0.150000 819.200000 -37.800000 -4.410000 857.000000
Addnode Group B 11 -2.750000 876.700000 -44.300000 -4.810000 921.000003
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.400000 1048.800000 -60.200000 -5.430000 1109.000001
BHG Group 97 3.080000 1396.800000 -62.200000 -4.260000 1458.999989
TOTAL 45544.060000 488.060000 -6.6172% 45056.000411

Updated:¶

'2023-07-04 14:01:26.521085'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶